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Natixis Loomis Sayles Short Duration Income ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 25, 2024 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Natixis Loomis Sayles Short Duration Income ETF S0GARCH
paramt-stat
ω0.79483.06
α0.06683.10
β0.849811.62
γ1-2.3869-1.22
γ24.76101.63
γ3-4.5249-2.44
γ42.96291.86
γ51.26690.96
γ6-4.8185-4.60
γ73.69863.87
γ8-1.0478-1.44
Estimation Period:
Dec 28, 2017 to Sep 20, 2024
Impact of return on volatility tomorrow
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